+243.8%
HPQ vs HBM
+619.2%
-375.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.5% |
| 7D | +9.8% | -3.3% | +13.1% | +10.2% |
| 30D | +22.4% | -4.8% | +27.2% | +22.8% |
| 3M | +45.2% | -0.4% | +45.6% | +43.5% |
| 6M | +96.4% | +17.9% | +78.6% | +85.2% |
| YTD | +65.4% | +33.7% | +31.7% | +50.2% |
| 1Y | +31.6% | +95.6% | -64.0% | +9.6% |
| 3Y | +37.0% | +458.1% | -421.1% | -11.6% |
| 5Y | +53.0% | +329.0% | -276.0% | -0.6% |
| All | +243.8% | +619.2% | -375.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling